+280.9%
EOG vs PBF
+289.1%
-8.1%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.3% | +1.6% |
| 7D | +7.6% | +6.5% | +1.1% | +5.5% |
| 30D | +3.4% | -20.0% | +23.4% | +9.9% |
| 3M | +12.7% | -3.3% | +16.0% | +12.1% |
| 6M | +19.0% | +76.8% | -57.8% | -2.8% |
| YTD | +55.6% | +168.9% | -113.4% | +9.3% |
| 1Y | +49.5% | +96.4% | -46.8% | +15.2% |
| 3Y | +43.2% | +77.2% | -34.0% | +6.3% |
| 5Y | +111.8% | +417.7% | -305.9% | +6.8% |
| 10Y | +140.4% | +264.7% | -124.4% | +6.2% |
| All | +280.9% | +289.1% | -8.1% | +57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PBF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling